The following are papers and their conclusions from searches done in PubMed in July 2010 and Jan 2012

Some studies find that Vitamin D helps, but others do not find any help

Wonder if it might be something, say in the water, like Magnesium which has the following table

Magnesium and Vitamin D are synergistic, that is, increasing one helps the other.

	Magnesium	not Magnesium
Vitamin D	Magnesium or Vitamin D Aging, Amytrophic Lateral Sclerosis, Alzheimer's Disease; Asthma, Attention Deficit Disorder; Autism, Cancer, Cerebrovascular, Chronic Fatigue, Diabetes, Hearing Loss, Heart Disease. Heart Attack, Atherosclerosis, Cardiovascular Disease, HIV, AIDS; Hypertension; Kidney Stones, Migraine Headache, Multiple Sclerosis, Obesity, Osteoporosis; Peripheral vascular disease; Pregnancy-related problems,Rheumatoid Arthritis; Sports-related problems,	Vitamin D only Acne, Allergy, Autoimmune, Bone, Breathing, Celiac, Cognition, Colds and Flu, Cystic Fibrosis, Dental, Fertility, Hyperparathyroid, Immunity, Kidney, Liver, Lupus, Osteoarthritis, Pain - chronic, Parkinson, Psoriasis, Rickets, Strokes, Sarcoidosis, Thyroid, Parathyroid, Tuberculosis, Vision, Hair, Skin, Sports
Not Vitamin D	Magnesium only Aggressive Behavior, Alcoholism, Arrhythmia, Cerebral Palsy, Chemical Sensitivity, Cluster Headaches; Cocaine-related Stroke; Constipation, Cramps, Fluoride Toxicity; Head Injuries, Central Nervous System Injuries, Magnesium Deficiency; Menopause, Mitral Valve Prolapsee, Nystagmus, Psychiatric Disorders; Repetitive Strain Injury, Sickle Cell Disease, SIDS, Stress, Stuttering, Tetanus; Tinnitis, Sound Sensitivity; TMJ; Toxic Shock; Violence	Neither ALL OTHER DISEASES

Here are some articles with Depression and Magnesium in title in PubMed - Jan 2012

Magnesium for treatment-resistant depression: a review and hypothesis.

Med Hypotheses. 2010 Apr;74(4):649-60. Epub 2009 Nov 27.
Sixty percent of cases of clinical depression are considered to be treatment-resistant depression (TRD). Magnesium-deficiency causes N-methyl-d-aspartate (NMDA) coupled calcium channels to be biased towards opening, causing neuronal injury and neurological dysfunction, which may appear to humans as major depression. Oral administration of magnesium to animals led to anti-depressant-like effects that were comparable to those of strong anti-depressant drugs. Cerebral spinal fluid (CSF) magnesium has been found low in treatment-resistant suicidal depression and in patients that have attempted suicide. Brain magnesium has been found low in TRD using phosphorous nuclear magnetic resonance spectroscopy, an accurate means for measuring brain magnesium. Blood and CSF magnesium do not appear well correlated with major depression. Although the first report of magnesium treatment for agitated depression was published in 1921 showing success in 220 out of 250 cases, and there are modern case reports showing rapid terminating of TRD, only a few modern clinical trials were found. A 2008 randomized clinical trial showed that magnesium was as effective as the tricyclic anti-depressant imipramine in treating depression in diabetics and without any of the side effects of imipramine. Intravenous and oral magnesium in specific protocols have been reported to rapidly terminate TRD safely and without side effects. Magnesium has been largely removed from processed foods, potentially harming the brain. Calcium, glutamate and aspartate are common food additives that may worsen affective disorders. We hypothesize that - when taken together - there is more than sufficient evidence to implicate inadequate dietary magnesium as the main cause of TRD, and that physicians should prescribe magnesium for TRD. Since inadequate brain magnesium appears to reduce serotonin levels, and since anti-depressants have been shown to have the action of raising brain magnesium, we further hypothesize that magnesium treatment will be found beneficial for nearly all depressives, not only TRD.
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Magnesium in major depression.

Magnes Res. 2009 Sep;22(3):163S-166S.
Nechifor M.
Department of Pharmacology, Gr. T. Popa University of Medicine and Pharmacology, Universitatii 16, Iasi, Romania. nechifor@umfiasi.ro

There are contradictory data regarding the levels of magnesium in patients with major depression (MD) and how antidepressants influence their concentration. Our results show erythrocyte magnesium in patients with MD (44.39 +/- 2.7 mg/L vs. 59.1 +/- 3.2 mg/L in control group, p < 0.05) and only in patients with severe MD (Hamilton score > 23) was a moderate decrease in plasmatic magnesium observed (17.7 +/- 1.5 mg/L vs. 22.9 +/- 3.3 mg/L in control group). Therapy with antidepressants from different groups and with different mechanisms of action, such as amytriptiline (25 mg x 3/day per os, 4 weeks) and sertraline (50 mg x 3/day per os, 4 weeks) leads to a significant increase of magnesium concentration in erythrocytes (57.6 +/- 4.5 mg/L after amytriptiline, respectively 56.9 +/- 3.2 mg/L after sertraline, p < 0.05 vs. before therapy). At the same time, in patients with MD, plasmatic levels of zinc were significantly decreased before therapy and increased after treatment with amytriptiline and sertraline (0.68 +/- 0.09 mg/L before treatment vs. 0.9 +/- 0.07 after amytriptiline). There is a positive correlation between concentrations of magnesium in erythrocytes and the clinical evolution of patients with MD. We consider that increasing intracellular concentration is a component of the antidepressant mechanism of sertraline and amytriptiline and maybe of other antidepressants. Anhedonia and autolytic tendencies are important elements of MD symptomatology. We tested the influence of MgCl2 0.2 mM/kg/day on a reward system using conditioned place preference (Panlab) in rats. Our data show a moderate stimulation of the reward system by magnesium (290.6 +/- 27 s time spent in a conditioned compartment before magnesium treatment and 363.3 +/- 16 s after magnesium treatment) that reflects a stimulation of the reward system (RS). We consider that a magnesium-induced stimulation of the RS is an important issue for treating anhedonia in patients with MD. An increase of intracellular magnesium may be part of the mechanism of action of antidepressants.

PMID: 19780403

Conclusions on Vitamin D and Depression

Effects of vitamin D supplementation on cognitive and emotional functioning in young adults--a randomised controlled trial.

PLoS One. 2011;6(11):e25966. Epub 2011 Nov 4.
Dean AJ, Bellgrove MA, Hall T, Phan WM, Eyles DW, Kvaskoff D, McGrath JJ.

CONCLUSIONS: Our findings indicate that vitamin D supplementation does not influence cognitive or emotional functioning in healthy young adults. Future controlled trials in targeted populations of interest are required to determine whether supplementation can improve functioning in these domains. Australian and New Zealand Clinical Trials Registry; ACTRN12610000318088.
PMID: 22073146 CLICK HERE for PDF
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Association between low serum 25-hydroxyvitamin D and depression in a large sample of healthy adults: the Cooper Center longitudinal study.
Hoang MT, Defina LF, Willis BL, Leonard DS, Weiner MF, Brown ES.
Mayo Clin Proc. 2011 Nov;86(11):1050-5.

CONCLUSION:We found that low vitamin D levels are associated with depressive symptoms, especially in persons with a history of depression. These findings suggest that primary care patients with a history of depression may be an important target for assessment of vitamin D levels.
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Vitamin D deficiency and psychiatric patients.

Tijdschr Psychiatr. 2011;53(8):561-5.
Article in Dutch
Koster JB, Kühbauch BA.

A poor diet and a lack of exposure to sunlight are common in patients with a psychiatric disorder. Both factors play a major role in the development of vitamin D deficiency. The prevalence of vitamin D deficiency might be higher in psychiatric patients due to the symptoms of the psychiatric disorder itself. By way of illustration, we focus on two patients who were diagnosed with a severe vitamin D deficiency during admission to a psychiatric clinic. In addition, we give advice regarding the diagnosis and treatment of vitamin D deficiency.
PMID: 21845559 CLICK HERE for Dutch PDF on-line

Vitamin D and depression.

J Psychosoc Nurs Ment Health Serv. 2011 Feb;49(2):15-8. doi: 10.3928/02793695-20110111-02. Epub 2011 Jan 21.
Howland RH.
Psychiatry, University of Pittsburgh School of Medicine, Western Psychiatric Institute and Clinic, Pittsburgh, PA 15213, USA. HowlandRH@upmc.edu

Vitamin D is an essential nutrient proven to be important for bone health. It has other physiological functions, and there are plausible reasons for investigating vitamin D in depressive disorders. Some cross-sectional clinical and epidemiologic studies, but not all studies, have found that low levels of vitamin D are significantly associated with higher levels of depressive symptoms or with a depression diagnosis. However, cross-sectional studies cannot establish causality, and the methodology of these studies has been criticized. Due to the poor quality of the treatment studies, the effectiveness of vitamin D for depression cannot be adequately assessed.
Current evidence does not definitively demonstrate that vitamin D deficiency is a cause of or risk for developing depression or that vitamin D is an effective therapy for depression.
PMID: 21261225
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Serum vitamin D concentrations are related to depression in young adult US population: the Third National Health and Nutrition Examination Survey.

Int Arch Med. 2010 Nov 11;3:29.
Ganji V, Milone C, Cody MM, McCarty F, Wang YT.
Division of Nutrition, School of Health Professions, College of Health and Human Sciences, Georgia State University, 140 Decatur Street, Atlanta, GA 30302, USA. vganji@gsu.edu.

CONCLUSIONS: In this large population based study, likelihood of having depression in persons with vitamin D deficiency is significantly higher compared to those with vitamin D sufficiency. Early diagnosis and intervention are paramount because coexistence of vitamin D deficiency and depression has serious negative consequences on health.
PMID: 21067618
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No associations between serum concentrations of 25-hydroxyvitamin D and parathyroid hormone and depression among US adults.

Br J Nutr. 2010 Jul 20:1-7.
Zhao G, Ford ES, Li C, Balluz LS.
Division of Adult and Community Health, National Center for Chronic Disease Prevention and Health Promotion, Centers for Disease Control and Prevention, 4770 Buford Highway, Mailstop K66, Atlanta, GA 30341, USA.

Although the age-adjusted prevalence and the unadjusted OR of having moderate-to-severe depression or major depression decreased linearly with increasing quartiles of 25(OH)D (P < 0.05 for trends), no significant associations remained after adjusting for multiple potential confounders such as demographic variables, lifestyle factors and coexistence of a number of chronic conditions. Neither the age-adjusted prevalence nor the OR (unadjusted or adjusted) of having depression differed significantly by the quartiles of PTH. Thus, in contrast to some of the previous findings, the present results did not show significant associations between serum concentrations of 25(OH)D and PTH and the presence of moderate-to-severe depression, major depression or minor depression among US adults. However, these findings need to be further confirmed in future studies. PMID: 20642877

Vitamin D and the occurrence of depression: causal association or circumstantial evidence?

Nutr Rev. 2009 Aug;67(8):481-92.
Bertone-Johnson ER.
Division of Biostatistics and Epidemiology, Department of Public Health, School of Public Health and Health Sciences, University of Massachusetts, Amherst, Massachusetts, USA. ebertone@schoolph.umass.edu

Some new food for thought: the role of vitamin D in the mental health of older adults.

Curr Psychiatry Rep. 2009 Feb;11(1):12-9.
Cherniack EP, Troen BR, Florez HJ, Roos BA, Levis S.
Geriatrics Institute and Division of Gerontology and Geriatric Medicine, Miller School of Medicine, University of Miami, and Bruce W. Carter Department of Veterans Affairs Medical Center, Miami, FL 33125, USA. evan.cherniack@med.va.gov

Vitamin D, a multipurpose steroid hormone vital to health, has been increasingly implicated in the pathology of cognition and mental illness. Hypovitaminosis D is prevalent among older adults, and several studies suggest an association between hypovitaminosis D and basic and executive cognitive functions, depression, bipolar disorder, and schizophrenia. Vitamin D activates receptors on neurons in regions implicated in the regulation of behavior, stimulates neurotrophin release, and protects the brain by buffering antioxidant and anti-inflammatory defenses against vascular injury and improving metabolic and cardiovascular function.
Although additional studies are needed to examine the impact of supplementation on cognition and mood disorders, given the known health benefits of vitamin D, we recommend greater supplementation in older adults. PMID: 19187703

Vitamin D and living in northern latitudes--an endemic risk area for vitamin D deficiency.

Int J Circumpolar Health. 2008 Jun;67(2-3):164-78.
Huotari A, Herzig KH.
A I Virtanen Institute for Molecular Sciences, University of Kuopio, Kuopio, Finland.

CONCLUSIONS: Vitamin D plays a fundamental role in calcium and phosphate homeostasis. A deficiency of vitamin D has been attributed to several diseases. Since its production in the skin depends on exposure to UVB-radiation via the sunlight, the level of vitamin D is of crucial importance for the health of inhabitants who live in the Nordic latitudes where there is diminished exposure to sunlight during the winter season. Therefore, fortification or supplementation of vitamin D is necessary for most of the people living in the northern latitudes during the winter season to maintain adequate levels of circulating 25(OH)D3 to maintain optimal body function and prevent diseases. PMID: 18767337
Free PDF on-line

Has the time come for clinical trials on the antidepressant effect of vitamin D?

J Psychiatry Neurosci. 2009 Jan;34(1):3.
Young SN.
PMID: 19125208 Free PDF on-line

Relationship Between Vitamin D Levels and Depressive Symptoms in Older Residents From a National Survey Population.

Psychosom Med. 2010 Jul 1.
Relationship Between Vitamin D Levels and Depressive Symptoms in Older Residents From a National Survey Population.
Stewart R, Hirani V.
Department of Health Service and Population Research (R.S.), King's College London (Institute of Psychiatry), London, United Kingdom; and the Department of Epidemiology and Public Health (V.H.), Royal Free and University College London Medical School, University College London, United Kingdom.

Conclusion: Vitamin D deficiency is associated with late-life depression in northern latitudes. PMID: 20595420

Vitamin D and depression: where is all the sunshine?

Issues Ment Health Nurs. 2010 Jun;31(6):385-93.
Penckofer S, Kouba J, Byrn M, Estwing Ferrans C.
Loyola University Chicago, School of Nursing, Maywood, Illinois 60153, USA. spencko@luc.edu

Depression in its own right is a disabling condition impairing all aspects of human function. In persons with a chronic medical disease, depression often makes the management of chronic illness more difficult. Recently, vitamin D has been reported in the scientific and lay press as an important factor that may have significant health benefits in the prevention and the treatment of many chronic illnesses. Most individuals in this country have insufficient levels of vitamin D. This is also true for persons with depression as well as other mental disorders. Whether this is due to insufficient dietary intake, lifestyle (e.g., little outdoor exposure to sunshine), or other factors is addressed in this paper. In addition, groups at risk and suggested treatment for inadequate vitamin D levels are addressed.
Effective detection and treatment of inadequate vitamin D levels in persons with depression and other mental disorders may be an easy and cost-effective therapy which could improve patients' long-term health outcomes as well as their quality of life. PMID: 20450340

Depression, vitamin D, Magnesium: no agreement Jan 2012